+986.3%
VUG vs UEC
+73.5%
+912.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.1% | -6.9% | +6.8% | +0.6% |
| 30D | -0.3% | +7.6% | -8.0% | -1.2% |
| 3M | -0.7% | -18.4% | +17.7% | +0.6% |
| 6M | +14.6% | -23.3% | +37.9% | +16.0% |
| YTD | +9.0% | -1.2% | +10.2% | +7.2% |
| 1Y | +14.9% | +2.3% | +12.6% | +11.6% |
| 3Y | +86.0% | +162.3% | -76.2% | +60.5% |
| 5Y | +76.7% | +287.2% | -210.6% | +41.0% |
| 10Y | +411.3% | +1,009.6% | -598.3% | +238.9% |
| All | +986.3% | +73.5% | +912.7% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling